Air defence mechanisms are pretty much as it sounds, the things the ears do to protect themselves.
The channel of the ear can shrink itself to lessen sound coming in at high volumes, in ear ear phones stop this working as well.
But Im of the line of thought that headphones are for checking sound qaulity while mixing, or listening when you cant have a massive pair of speakers in front of you, which should be all the time if your that serious about your sound.
Ipods are toys, and nothing worth spending money on if you seriously have a desire to listen to something nice, the mp3 format destroys music.
To be honest, having a great big pair of headphones plugged into a tiny lump of plastic that cost half the price is a waste of time, buy a cheap pair, the difference is nothing, and if it gets nicked, its no great loss.